CASE STUDY REGARDING THE CO-INTEGRATION OF THE FINANCIAL DERIVATES WITH THEIR UNDERLYING ASSETS
Year of publication: |
2009
|
---|---|
Authors: | STEFANESCU, Laura |
Published in: |
Journal of Applied Research in Finance Bi-Annually. - ASERS Publishing. - Vol. I.2009, 1, p. 72-80
|
Publisher: |
ASERS Publishing |
Subject: | financial derivatives | co-integration test | unitary root | empirical research | decisional model |
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